Reelle und vektorwertige Quasimartingale und die Theorie der stochastischen Integration
By: Michel Métivier.
Series: Lecture notes in mathematics ; 607; Lecture notes in mathematics (Springer-Verlag) ;; 607.
Publisher: Springer
Published: 1977
Place of publication: Berlin; Heidelberg; New York
Language: ger
Number of pages: 310
Subjects: Stochastic integrals.; Martingales (Mathematics)
Notes: Bibliography: p. 304-310
Based on a lecture series delivered by the author at the Universität Erlangen-Nürnberg during the summer semester of 1976.